#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Math;
namespace Cephei.QL.Legacy.Libormarketmodels
{
    /// <summary> 
	/// ! proxy for a libor forward model covariance parameterization
	/// </summary>
    [Guid ("8D91CFF7-A4A3-45d5-B857-268E525CC532"),ComVisible(true)]
	public interface ILfmCovarianceProxy : Cephei.QL.Legacy.Libormarketmodels.ILfmCovarianceParameterization
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Legacy.Libormarketmodels.ILmCorrelationModel CorrelationModel {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double IntegratedCovariance(UInt64 i, UInt64 j, Double t, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IArray> x);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Legacy.Libormarketmodels.ILmVolatilityModel VolatilityModel {get;}
    }   

    /// <summary> 
	/// ! proxy for a libor forward model covariance parameterization Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ILfmCovarianceProxy_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ILfmCovarianceProxy Create (Cephei.QL.Legacy.Libormarketmodels.ILmVolatilityModel volaModel, Cephei.QL.Legacy.Libormarketmodels.ILmCorrelationModel corrModel);
    }
}

